Merge objects together
It's okay to be composed of a zillion different parts.  Really.

There are a couple of options for dealing with all those parts.  The best is to create an armature for the whole quad, and then parent all those parts to it.  Or you could create an empty and parent all those parts to it.  Or, you could just join all the parts into a single mesh, that works too.  In case you're wondering, just select one object, shift select another, and ctrl-j.

Now, can you merge them into a single mesh?  Yes.  Even though you shouldn't.  You can do this via a boolean modifier on union mode.

Will this screw up how your models look?  Yes, probably.  It will likely require that you retopo the mesh.  That's one of the reasons you shouldn't.

Now, how should you handle this in Unity?  You shouldn't use mesh colliders.  Especially not concave mesh colliders.  Seriously.  They are easy, but they have problems.  You should use primitives-- capsules, spheres, cubes-- that represent your mesh instead.  It is far better to use one hundred primitives than it is to use a single mesh collider.